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Marsh & MMC 182.7 -2.93 -1.58%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for MMC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±2.94%
Average actual move
1.86%
Beyond the implied move
1 / 5
Median IV change
-16.84%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2025 ±2.87% -0.44% 0.15× 23.7% → 19.3%
April 17, 2025 ±3.24% -4.86% 1.50× 28.2% → 22.3%
October 17, 2024 ±2.93% -0.43% 0.15× 20.7% → 17.8%
July 18, 2024 ±2.44% -1.47% 0.60× 17.0% → 14.2%
April 18, 2024 ±3.23% +2.08% 0.64× 20.9% → 17.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →